+179.1%
APA vs DTE
+32.9%
+146.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.8% | +3.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +9.3% | -0.5% | +9.8% | +9.5% |
| 3M | +23.3% | -6.0% | +29.4% | +26.3% |
| 6M | +39.5% | -7.2% | +46.7% | +43.0% |
| YTD | +87.6% | +7.2% | +80.4% | +79.5% |
| 1Y | +114.2% | +4.1% | +110.2% | +107.3% |
| 3Y | +13.6% | +46.9% | -33.3% | -7.4% |
| All | +179.1% | +32.9% | +146.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling